DATATRAK International Inc (DTRK)
0.52
+0.12
(+28.40%)
USD |
OTCM |
May 03, 16:00
DATATRAK International Max Drawdown (5Y): 99.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.95% |
March 31, 2024 | 99.95% |
February 29, 2024 | 99.95% |
January 31, 2024 | 99.95% |
December 31, 2023 | 99.95% |
November 30, 2023 | 99.30% |
October 31, 2023 | 99.30% |
September 30, 2023 | 99.30% |
August 31, 2023 | 98.87% |
July 31, 2023 | 98.87% |
June 30, 2023 | 98.87% |
May 31, 2023 | 98.87% |
April 30, 2023 | 98.39% |
March 31, 2023 | 98.03% |
February 28, 2023 | 98.03% |
January 31, 2023 | 97.75% |
December 31, 2022 | 97.75% |
November 30, 2022 | 96.62% |
October 31, 2022 | 94.37% |
September 30, 2022 | 91.55% |
August 31, 2022 | 89.86% |
July 31, 2022 | 89.86% |
June 30, 2022 | 89.86% |
May 31, 2022 | 85.92% |
April 30, 2022 | 77.27% |
Date | Value |
---|---|
March 31, 2022 | 77.27% |
February 28, 2022 | 77.27% |
January 31, 2022 | 77.27% |
December 31, 2021 | 77.27% |
November 30, 2021 | 77.27% |
October 31, 2021 | 77.27% |
September 30, 2021 | 77.27% |
August 31, 2021 | 77.27% |
July 31, 2021 | 77.27% |
June 30, 2021 | 77.27% |
May 31, 2021 | 77.27% |
April 30, 2021 | 77.27% |
March 31, 2021 | 77.27% |
February 28, 2021 | 77.27% |
January 31, 2021 | 77.27% |
December 31, 2020 | 77.27% |
November 30, 2020 | 77.27% |
October 31, 2020 | 77.27% |
September 30, 2020 | 77.27% |
August 31, 2020 | 77.27% |
July 31, 2020 | 77.27% |
June 30, 2020 | 77.27% |
May 31, 2020 | 77.27% |
April 30, 2020 | 77.27% |
March 31, 2020 | 77.27% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
77.27%
Minimum
May 2019
99.95%
Maximum
Dec 2023
85.05%
Average
77.27%
Median
May 2019
Max Drawdown (5Y) Benchmarks
HealthStream Inc | 42.70% |
Simulations Plus Inc | 62.25% |
Trxade Health Inc | 97.37% |
HealthEquity Inc | 60.65% |
Schrodinger Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -83.21 |
Beta (5Y) | 1.911 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 263.9% |
Historical Sharpe Ratio (5Y) | -0.2346 |
Historical Sortino (5Y) | -0.907 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |